Systematic Macro Portfolio Manager

4 days ago


Singapore Caxton Associates Full time

Job Summary

Caxton Associates is seeking an experienced Portfolio Manager to lead our Systematic Macro strategy. As a key member of our team, you will be responsible for managing a significant capital allocation and overseeing rigorous risk management across all active positions.

Key Responsibilities

  • Develop and implement a Systematic Macro strategy that delivers strong returns while minimizing risk.
  • Construct portfolios based on robust data-driven trading strategies that are uncorrelated with traditional capital markets and CTA strategies.
  • Conduct thorough research and back testing of trading strategies, applying ingenuity and creativity to identify new sources of alpha.
  • Collaborate effectively within a global team environment, learning from and adding value to collective insights and expertise.
  • Ensure strict compliance with all industry rules, regulations, and internal company policies.

Requirements

  • Proven track record in Systematic Macro, demonstrated by robust investment acumen and a Sharpe Ratio greater than 1.5.
  • A minimum of 5 years of experience in portfolio management, preferably within a hedge fund.
  • Proficiency in programming skills, advanced quantitative methods for analysing large data sets and pattern identification, as well as portfolio construction methodologies.
  • Demonstrated expertise in macro product sets including futures, FX, and swaps, with the ability to build a front-to-back systematic investment framework with minimal regular human intervention.
  • Humility and the capacity to thrive in a highly collaborative global team, with a strong desire to learn from and alongside other investors.
  • Unwavering commitment to the highest standards of ethics and integrity.
  • Exceptional decision-making abilities, capable of performing well under pressure.

What We Offer

Caxton Associates offers a dynamic and collaborative work environment, with opportunities for professional growth and development. We are committed to attracting and retaining top talent, and offer a competitive compensation package and benefits.



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